Delta · Strategy Live since Aug 2024

Alpha Edge Indonesia Equity.

Alpha Edge Indonesia Equity applies an evidence-led process to Indonesian listed equities. The strategy turns tested market signals into a monitored portfolio, with emphasis on portfolio controls and ongoing risk visibility.

Annualized return +31.8% Tracked since Aug 2024
Total return +52.8% Since Aug 2024
Outperformance +55.6% Since Aug 2024 · vs IDX Composite/JCI
Sharpe 1.42 Annualized, tracked output
Max drawdown -23.9% Peak-to-trough
How we invest

The strategy combines evidence from market behavior, tradability, and risk conditions into a repeatable, implementation-aware portfolio process.

1 · Price action & trend Momentum, persistence, and changing market direction.
2 · Market state & volatility Exposure can respond as market strength, volatility, and stress change.
3 · Liquidity & execution Tradeability, turnover buffers, and real implementation constraints.
4 · Portfolio controls Diversification, position sizing, invested level, and drawdown awareness.
Signal processing Forecast generation Forecast combination Portfolio construction Risk monitoring
Live Performance
Alpha Edge IDX Composite/JCI
Drawdown profile Maximum drawdown: -23.9%
Returns

Periodic Performance.

Period returns Strategy vs IDX Composite/JCI
Period Strategy Benchmark Excess
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Calendar years Tracked output
Year Strategy Benchmark
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Strategy materials

Factsheet available on request.

Request the Alpha Edge Indonesia Equity factsheet and we will follow up with the relevant materials after an initial introduction.

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